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Science & Math Books > Statistics Books
Hardcover Optimal Stopping and Free-Boundary Problems Book
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ISBN: 3764324198

ISBN13: 9783764324193

Optimal Stopping and Free-Boundary Problems

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A fascinating connection between optimal stopping and free-boundary problems are covered by this book. The analysis uses minimal tools and focuses on key examples. The general theory of optimal stopping is exposed at its basic principles in both discrete and continuous time. It marries the classic methods of solution with more recent ones and a detailed chapter on stochastic processes makes the material more accessible to a wider cross-disciplinary...

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Format: Hardcover

Condition: New

$159.99
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Math Mathematics Science & Math

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